PM gamma levels.
Where PM tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- PM $202.00 · up 0.40% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 200 (below price · 2.00 / 0.99% away); ↯ Surge, live flow 202.5 (above price · 0.50 / 0.25% away); ‖ call wall — sticky, but below price · not a ceiling from here 200 (below price · 2.00 / 0.99% away); ‖ put wall — floor, slippery 175 (below price · 27.00 / 13.37% away); ⚡ gamma flip 183.79 (below price · 18.21 / 9.01% away); ↘ Reversal 175 (below price · 27.00 / 13.37% away)
- Expected move today ±7.11
- Strikes nearest the money (high to low): 207.5 positive, 205 positive, 202.5 positive, 200 positive, 197.5 positive, 195 positive
- Since yesterday's close, positioning grew at 200, 202.5, 210.
- ATM implied volatility 29.0%